Optimal stopping in predictable setting

DOI10.3934/PUQR.2023022OpenAlexW4390240734MaRDI QIDQ6149348FDOQ6149348

Authors: S. Bouhadou, Astrid Hilbert, Youssef Ouknine 

Publication date: 5 February 2024

Published in: Probability, Uncertainty and Quantitative Risk (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.3934/puqr.2023022

Recommendations

• Optimal stopping time problem in a general framework
• Time-randomized stopping problems for a family of utility functions
• Optimal Stopping of Regular Diffusions under Random Discounting
• Optimal multiple stopping time problem

zbMATH Keywords

optimal stoppingadmissible familysupermartingalepredictable stopping timereward

Mathematics Subject Classification ID

Stopping times; optimal stopping problems; gambling theory (60G40) Martingales with continuous parameter (60G44) Stochastic analysis (60H99)

Cites Work

• Title not available (Why is that?)
• Title not available (Why is that?)
• Th�orie des processus stochastiques g�n�raux applications aux surmartingales
• Optimal stopping time problem in a general framework
• Temps d'arrÊt optimal, théorie générale des processus et processus de Markov
• Title not available (Why is that?)
• Strongly supermedian functions and optimal stopping
• Title not available (Why is that?)
• Reflected BSDEs when the obstacle is not right-continuous and optimal stopping
• Optimal stopping with \(f\)-expectations: the irregular case
• Title not available (Why is that?)

This page was built for publication: Optimal stopping in predictable setting

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q6149348)